• DocumentCode
    940105
  • Title

    Estimation of noisy telegraph processes: Nonlinear filtering versus nonlinear smoothing (Corresp.)

  • Author

    Yao, Yi-ching

  • Volume
    31
  • Issue
    3
  • fYear
    1985
  • fDate
    5/1/1985 12:00:00 AM
  • Firstpage
    444
  • Lastpage
    446
  • Abstract
    In the estimation problem of a two-state stationary Markov process with Gaussian white noise added, the optimal smoother is a two-filter smoother. In a special case, the performance of the optimal nonlinear filter and smoother is evaluated analytically. Some asymptotic results are also derived.
  • Keywords
    Markov processes; Smoothing methods; State estimation; Differential equations; Filtering; Markov processes; Nonlinear filters; Performance analysis; Smoothing methods; State estimation; Stochastic processes; Telegraphy; White noise;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/TIT.1985.1057032
  • Filename
    1057032
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=940105